+19.7%
NU vs DOC
-20.5%
+40.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +1.0% | +2.1% |
| 7D | +6.4% | +5.9% | +0.5% | +4.1% |
| 30D | -23.3% | +10.3% | -33.6% | -26.2% |
| 3M | -10.7% | -2.2% | -8.5% | -10.1% |
| 6M | -10.4% | +8.2% | -18.6% | -13.6% |
| YTD | -26.2% | +35.4% | -61.5% | -35.9% |
| 1Y | -22.1% | +23.6% | -45.7% | -29.5% |
| 3Y | +49.6% | +57.3% | -7.6% | +17.6% |
| All | +19.7% | -20.5% | +40.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling